Applied Quantitative Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Härdle, Wolfgang Karl (Editor), Chen, Cathy Yi-Hsuan (Editor), Overbeck, Ludger (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2017.
• Edition: 3rd ed. 2017.
• Series: Statistics and Computing,
• Subjects: Statistics.; Business enterprises > Finance.; Risk management.; Economics, Mathematical.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Risk Management.; Business Finance.

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to me...